BNP Paribas Call 25 CAG 19.12.2025
/ DE000PZ1Y8G0
BNP Paribas Call 25 CAG 19.12.202.../ DE000PZ1Y8G0 /
| 2024-06-07 4:35:25 PM |
Chg.+0.010 |
Bid2024-06-07 |
Ask2024-06-07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
+1.79% |
0.570
Bid Size: 74,800 |
0.590
Ask Size: 74,800 |
Conagra Brands Inc |
25.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PZ1Y8G |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Conagra Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.18 |
| Parity: |
0.42 |
| Time value: |
0.16 |
| Break-even: |
28.75 |
| Moneyness: |
1.18 |
| Premium: |
0.06 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
3.57% |
| Delta: |
0.88 |
| Theta: |
0.00 |
| Omega: |
4.11 |
| Rho: |
0.28 |
Quote data
| Open: |
0.560 |
| High: |
0.570 |
| Low: |
0.550 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.72% |
| 1 Month |
|
|
-16.18% |
| 3 Months |
|
|
+21.28% |
| YTD |
|
|
+14.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.560 |
| 1M High / 1M Low: |
0.700 |
0.540 |
| 6M High / 6M Low: |
0.740 |
0.420 |
| High (YTD): |
2024-04-24 |
0.740 |
| Low (YTD): |
2024-02-19 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.582 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.635 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.567 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.17% |
| Volatility 6M: |
|
97.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
